| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,440.13 |
3,431.45 |
-8.68 |
-0.3% |
4,307.08 |
| High |
3,480.20 |
3,546.57 |
66.37 |
1.9% |
4,330.73 |
| Low |
3,355.70 |
3,389.67 |
33.97 |
1.0% |
3,269.01 |
| Close |
3,431.45 |
3,489.20 |
57.75 |
1.7% |
3,447.09 |
| Range |
124.50 |
156.90 |
32.40 |
26.0% |
1,061.72 |
| ATR |
332.83 |
320.27 |
-12.57 |
-3.8% |
0.00 |
| Volume |
84,234 |
76,575 |
-7,659 |
-9.1% |
635,950 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,945.85 |
3,874.42 |
3,575.50 |
|
| R3 |
3,788.95 |
3,717.52 |
3,532.35 |
|
| R2 |
3,632.05 |
3,632.05 |
3,517.97 |
|
| R1 |
3,560.62 |
3,560.62 |
3,503.58 |
3,596.34 |
| PP |
3,475.15 |
3,475.15 |
3,475.15 |
3,493.00 |
| S1 |
3,403.72 |
3,403.72 |
3,474.82 |
3,439.44 |
| S2 |
3,318.25 |
3,318.25 |
3,460.44 |
|
| S3 |
3,161.35 |
3,246.82 |
3,446.05 |
|
| S4 |
3,004.45 |
3,089.92 |
3,402.91 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,867.44 |
6,218.98 |
4,031.04 |
|
| R3 |
5,805.72 |
5,157.26 |
3,739.06 |
|
| R2 |
4,744.00 |
4,744.00 |
3,641.74 |
|
| R1 |
4,095.54 |
4,095.54 |
3,544.41 |
3,888.91 |
| PP |
3,682.28 |
3,682.28 |
3,682.28 |
3,578.96 |
| S1 |
3,033.82 |
3,033.82 |
3,349.77 |
2,827.19 |
| S2 |
2,620.56 |
2,620.56 |
3,252.44 |
|
| S3 |
1,558.84 |
1,972.10 |
3,155.12 |
|
| S4 |
497.12 |
910.38 |
2,863.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,889.79 |
3,269.01 |
620.78 |
17.8% |
281.19 |
8.1% |
35% |
False |
False |
112,028 |
| 10 |
4,440.97 |
3,269.01 |
1,171.96 |
33.6% |
291.07 |
8.3% |
19% |
False |
False |
110,082 |
| 20 |
6,391.71 |
3,269.01 |
3,122.70 |
89.5% |
426.81 |
12.2% |
7% |
False |
False |
133,589 |
| 40 |
6,632.71 |
3,269.01 |
3,363.70 |
96.4% |
275.89 |
7.9% |
7% |
False |
False |
84,207 |
| 60 |
6,980.29 |
3,269.01 |
3,711.28 |
106.4% |
263.15 |
7.5% |
6% |
False |
False |
75,741 |
| 80 |
7,405.24 |
3,269.01 |
4,136.23 |
118.5% |
269.57 |
7.7% |
5% |
False |
False |
72,792 |
| 100 |
8,485.03 |
3,269.01 |
5,216.02 |
149.5% |
299.46 |
8.6% |
4% |
False |
False |
73,871 |
| 120 |
8,485.03 |
3,269.01 |
5,216.02 |
149.5% |
306.41 |
8.8% |
4% |
False |
False |
71,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,213.40 |
|
2.618 |
3,957.33 |
|
1.618 |
3,800.43 |
|
1.000 |
3,703.47 |
|
0.618 |
3,643.53 |
|
HIGH |
3,546.57 |
|
0.618 |
3,486.63 |
|
0.500 |
3,468.12 |
|
0.382 |
3,449.61 |
|
LOW |
3,389.67 |
|
0.618 |
3,292.71 |
|
1.000 |
3,232.77 |
|
1.618 |
3,135.81 |
|
2.618 |
2,978.91 |
|
4.250 |
2,722.85 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,482.17 |
3,506.63 |
| PP |
3,475.15 |
3,500.82 |
| S1 |
3,468.12 |
3,495.01 |
|